| Publication | Date of Publication | Type |
|---|
FBSDEs under nonlinear domination-monotonicity conditions and optimal controls of linear SDEs
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Multi-dimensional G-backward stochastic differential equations with random horizon
Journal of Theoretical Probability | 2025-10-29 | Paper |
L^p-solutions of multi-dimensional BSDEs with mean reflection
Stochastic Processes and their Applications | 2025-06-30 | Paper |
\(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE
Probability, Uncertainty and Quantitative Risk | 2024-05-25 | Paper |
General mean reflected backward stochastic differential equations
Journal of Theoretical Probability | 2024-04-02 | Paper |
Survey on path-dependent PDEs
Chinese Annals of Mathematics. Series B | 2024-01-04 | Paper |
Multi-dimensional BSDEs with mean reflection
Electronic Journal of Probability | 2023-09-01 | Paper |
Quadratic mean-field reflected BSDEs
Probability, Uncertainty and Quantitative Risk | 2022-11-16 | Paper |
| General Mean Reflected BSDEs | 2022-11-02 | Paper |
Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions
Stochastic Processes and their Applications | 2022-10-07 | Paper |
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Dynamic Games and Applications | 2022-06-30 | Paper |
Infinite horizon BSDEs under consistent nonlinear expectations
Bulletin des Sciences Mathématiques | 2022-01-28 | Paper |
An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2022-01-21 | Paper |
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
Stochastic Processes and their Applications | 2021-11-02 | Paper |
Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
Journal of Theoretical Probability | 2021-06-08 | Paper |
BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
Journal of Mathematical Analysis and Applications | 2020-10-23 | Paper |
Maximum principle for stochastic recursive optimal control problem under model uncertainty
SIAM Journal on Control and Optimization | 2020-05-26 | Paper |
Stochastic optimal control problem with obstacle constraints in sublinear expectation framework
Journal of Optimization Theory and Applications | 2019-10-02 | Paper |
Quadratic BSDEs with mean reflection
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Comparison theorem for nonlinear path-dependent partial differential equations
Abstract and Applied Analysis | 2019-02-14 | Paper |
Viability for stochastic differential equations driven by \(G\)-Brownian motion
Journal of Theoretical Probability | 2019-02-13 | Paper |
Ergodic BSDEs driven by \(G\)-Brownian motion and applications
Stochastics and Dynamics | 2018-12-10 | Paper |
Stochastic optimal control problem with infinite horizon driven by \(G\)-Brownian motion
ESAIM: Control, Optimisation and Calculus of Variations | 2018-11-07 | Paper |
| scientific article; zbMATH DE number 6960788 (Why is no real title available?) | 2018-10-22 | Paper |
BSDEs with mean reflection driven by G-Brownian motion
Journal of Mathematical Analysis and Applications | 2018-10-19 | Paper |
Sample path properties of \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2018-08-15 | Paper |
| On the exit times of SDEs driven by $G$-Brownian motion | 2018-04-16 | Paper |
Some properties for Itô processes driven by \(G\)-Brownian motion
Electronic Communications in Probability | 2017-10-25 | Paper |
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
Science China. Mathematics | 2016-07-06 | Paper |
Quasi-continuous random variables and processes under the \(G\)-expectation framework
Stochastic Processes and their Applications | 2016-05-27 | Paper |
Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes
Electronic Communications in Probability | 2015-08-17 | Paper |
BSDEs with jumps and path-dependent parabolic integro-differential equations
Chinese Annals of Mathematics. Series B | 2015-08-07 | Paper |
On the comparison theorem for multi-dimensional \(G\)-SDEs
Statistics & Probability Letters | 2015-04-01 | Paper |
Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
Stochastic Processes and their Applications | 2014-09-04 | Paper |
| Ergodic BSDEs driven by G-Brownian motion and their applications | 2014-07-23 | Paper |
| Some sample path properties of G-Brownian motion | 2014-07-01 | Paper |
